CME Swiss Franc Future December 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 1.0722 1.0660 -0.0062 -0.6% 1.0658
High 1.0729 1.0701 -0.0028 -0.3% 1.0729
Low 1.0675 1.0652 -0.0023 -0.2% 1.0612
Close 1.0684 1.0670 -0.0014 -0.1% 1.0670
Range 0.0054 0.0049 -0.0005 -9.3% 0.0117
ATR 0.0062 0.0061 -0.0001 -1.5% 0.0000
Volume 18 1 -17 -94.4% 37
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.0821 1.0795 1.0697
R3 1.0772 1.0746 1.0683
R2 1.0723 1.0723 1.0679
R1 1.0697 1.0697 1.0674 1.0710
PP 1.0674 1.0674 1.0674 1.0681
S1 1.0648 1.0648 1.0666 1.0661
S2 1.0625 1.0625 1.0661
S3 1.0576 1.0599 1.0657
S4 1.0527 1.0550 1.0643
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.1021 1.0963 1.0734
R3 1.0904 1.0846 1.0702
R2 1.0787 1.0787 1.0691
R1 1.0729 1.0729 1.0681 1.0758
PP 1.0670 1.0670 1.0670 1.0685
S1 1.0612 1.0612 1.0659 1.0641
S2 1.0553 1.0553 1.0649
S3 1.0436 1.0495 1.0638
S4 1.0319 1.0378 1.0606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0729 1.0612 0.0117 1.1% 0.0061 0.6% 50% False False 7
10 1.0729 1.0544 0.0185 1.7% 0.0059 0.6% 68% False False 5
20 1.0729 1.0535 0.0194 1.8% 0.0055 0.5% 70% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0909
2.618 1.0829
1.618 1.0780
1.000 1.0750
0.618 1.0731
HIGH 1.0701
0.618 1.0682
0.500 1.0677
0.382 1.0671
LOW 1.0652
0.618 1.0622
1.000 1.0603
1.618 1.0573
2.618 1.0524
4.250 1.0444
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 1.0677 1.0691
PP 1.0674 1.0684
S1 1.0672 1.0677

These figures are updated between 7pm and 10pm EST after a trading day.

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